-65.8%
SNAP vs KEEL
+283.4%
-349.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -4.5% |
| 7D | +0.7% | +7.8% | -7.0% | -0.3% |
| 30D | +2.6% | -11.7% | +14.3% | +3.6% |
| 3M | -9.9% | -41.5% | +31.6% | -5.7% |
| 6M | +1.9% | +54.9% | -53.0% | -7.8% |
| YTD | -32.2% | +47.7% | -79.9% | -38.8% |
| 1Y | -22.8% | +177.6% | -200.4% | -38.4% |
| 3Y | -47.6% | +164.9% | -212.5% | -61.3% |
| 5Y | -92.7% | -45.9% | -46.8% | -94.3% |
| All | -65.8% | +283.4% | -349.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling